clear

********************************************************************************
*** Load and Setup Data ***

* Load FOMC-Bloomberg panel
use "./data/fomc_panel"

* Multiply FX & Stocks by 100
replace fx_2day = fx_2day*100
replace stk_2day = stk_2day*100

* Drop Venezuela, US, Brazil, Mexico, Taiwan, Greece
keep if ccode < 49 
drop if ccode == 5 | ccode == 28 | ccode == 45 | ccode == 15 

* Drop dates - no FOMC announcement / coordinated action
drop if date == td(22may2013)
drop if date == td(08oct2008)

* Start sample in 1995
keep if date >= td(01jan1995)

********************************************************************************
*** Summary Stats (don't scale asset prices)***

* MP measures
sum mps_2day mpu_2day if ccode == 14, detail

* Asset Prices
sum yield2y_2day yield10y_2day stk_2day fx_2day if advanced == 1, detail
sum yield2y_2day yield10y_2day stk_2day fx_2day if advanced == 0, detail

********************************************************************************
